Soc. Generale Put 60 CSCO 20.09.2024
/ DE000SW38XX5
Soc. Generale Put 60 CSCO 20.09.2.../ DE000SW38XX5 /
| 2024-06-27 8:13:31 AM |
Chg.+0.04 |
Bid1:11:27 PM |
Ask1:11:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+3.33% |
1.24
Bid Size: 7,000 |
1.26
Ask Size: 7,000 |
Cisco Systems Inc |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW38XX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.17 |
| Parity: |
1.23 |
| Time value: |
0.04 |
| Break-even: |
43.48 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-2.84 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.77% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+27.84% |
| YTD |
|
|
+37.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.18 |
| 1M High / 1M Low: |
1.36 |
1.15 |
| 6M High / 6M Low: |
1.36 |
0.73 |
| High (YTD): |
2024-06-14 |
1.36 |
| Low (YTD): |
2024-05-16 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.19% |
| Volatility 6M: |
|
97.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
